numpy > 1.9 will not allow anymore to assign different shaped array into slices
see #1754 details on numpy mailing list
no unittests added, is already covered
REF numpy >1.9 compatibility, indexing into empty slice closes #1754
Coverage remained the same when pulling 9526d51 on josef-pkt:REF_indexing_empty_1754 into d5c095a on statsmodels:master.